-30.6%
TWLO vs BWA
+27.4%
-58.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +4.5% | +4.3% | +0.3% | +2.8% |
| 30D | -22.1% | -13.0% | -9.1% | -17.7% |
| 3M | -15.3% | -24.8% | +9.5% | -6.1% |
| 6M | +9.7% | -23.5% | +33.2% | +19.5% |
| YTD | +48.5% | +13.8% | +34.6% | +28.4% |
| 1Y | +70.3% | +13.4% | +56.9% | +47.2% |
| 3Y | +261.4% | +62.8% | +198.7% | +140.0% |
| All | -30.6% | +27.4% | -58.1% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling